+50.9%
BP vs MSTU
-85.2%
+136.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.6% |
| 7D | +3.9% | +21.3% | -17.4% | +3.4% |
| 30D | +7.6% | +90.8% | -83.2% | +5.7% |
| 3M | +0.7% | -6.8% | +7.5% | +0.2% |
| 6M | +15.5% | -39.8% | +55.3% | +15.3% |
| YTD | +30.8% | -55.7% | +86.5% | +30.5% |
| 1Y | +34.3% | -92.7% | +127.0% | +40.0% |
| All | +50.9% | -85.2% | +136.1% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling